Who required that you download JBoss AS and use it at work? Was it your boss? If so I know this will sound like too much of a hassle, but here goes:
a) Tell your boss that you cannot download JBoss AS because the JBoss web site is being blocked by your IT department.
b) Email your IT department, requesting access to the JBoss web site, specifying the business reasons for why you need such access, and cc your boss on this email.
c) Let your boss know that the project will be delayed by as many days as it takes to the IT department to get you that access.
d) Offer to "sneaker net" the JBoss AS zip file in using a USB after you downloaded the file at home using your personal PC. (Not sure what restrictions there are about this at your workplace, but if that is disallowed don't offer.)
The point here is that if you need to get something done, and red tape or IT policies prevent that from happening, complain about it. Let the business know that they are making poor business decisions that are affecting your efficiency and thus the success of their business. Unless you do that, nothing will even change.
By the way, I used the above tactics to get a port opened in our corporate firewall so that I could access the old JBoss CVS data store back before they used Subversion. Our IT department opened the port only to one PC that was hard-wired outside the corporate firewall and I had to sneaker net the files between that PC and my work PC, but at least the company was providing access to things that I needed to get the job done.